PU-I (Simllar to) TUU JUUL 38 pls (CAPM and expected returns) Question Help a. Given the following holding period retums, compute the average returns and the standard deviations for the Zemin Corporation and for the market b. If Zemin's beta is 1.32 and the risk-free rate is 7 percent, what would be an expected return for an investor owning Zemin? (Note Because the preceding returns are based on monthly data, you will need to annualize the returns to make them comparable with the risk free rate. For simplicity, you can convert from monthly to yearly returns by multiplying the average monthly returns by 12) c. How does Zemin's historical average return compare with the return you believe you should expect based on the capital asset pricing model and the firm's systematic risk? a. Given the holding period returns shown in the o ther monthly return for the Zomin Corporationis (Round two decimal places Data Table Month Zemin Corp Market Print Done Enter your answer in the answer box and then click Check Answer Check And Cear All parts b remaining DELL